Standard deviation
Let
be a random variable and let
![[eq1]](http://images2.statlect.com/standard_deviation__2.png)
be
its variance. The standard deviation of
,
which is usually denoted by
![[eq2]](http://images2.statlect.com/standard_deviation__4.png)
or by
![[eq3]](http://images1.statlect.com/standard_deviation__5.png)
,
is the square root of its
variance:![[eq4]](http://images2.statlect.com/standard_deviation__6.png)
More details about the standard deviation can be found in the lecture entitled Variance.
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